CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 17-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2022 |
17-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0512 |
1.0617 |
0.0106 |
1.0% |
1.0577 |
| High |
1.0668 |
1.0627 |
-0.0041 |
-0.4% |
1.0668 |
| Low |
1.0447 |
1.0511 |
0.0065 |
0.6% |
1.0428 |
| Close |
1.0643 |
1.0558 |
-0.0085 |
-0.8% |
1.0558 |
| Range |
0.0222 |
0.0116 |
-0.0106 |
-47.6% |
0.0240 |
| ATR |
0.0110 |
0.0112 |
0.0002 |
1.4% |
0.0000 |
| Volume |
267,046 |
195,513 |
-71,533 |
-26.8% |
1,216,529 |
|
| Daily Pivots for day following 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0913 |
1.0851 |
1.0621 |
|
| R3 |
1.0797 |
1.0735 |
1.0589 |
|
| R2 |
1.0681 |
1.0681 |
1.0579 |
|
| R1 |
1.0619 |
1.0619 |
1.0568 |
1.0592 |
| PP |
1.0565 |
1.0565 |
1.0565 |
1.0552 |
| S1 |
1.0503 |
1.0503 |
1.0547 |
1.0476 |
| S2 |
1.0449 |
1.0449 |
1.0536 |
|
| S3 |
1.0333 |
1.0387 |
1.0526 |
|
| S4 |
1.0217 |
1.0271 |
1.0494 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1271 |
1.1154 |
1.0690 |
|
| R3 |
1.1031 |
1.0914 |
1.0624 |
|
| R2 |
1.0791 |
1.0791 |
1.0602 |
|
| R1 |
1.0674 |
1.0674 |
1.0580 |
1.0613 |
| PP |
1.0551 |
1.0551 |
1.0551 |
1.0520 |
| S1 |
1.0434 |
1.0434 |
1.0536 |
1.0373 |
| S2 |
1.0311 |
1.0311 |
1.0514 |
|
| S3 |
1.0071 |
1.0194 |
1.0492 |
|
| S4 |
0.9831 |
0.9954 |
1.0426 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0668 |
1.0428 |
0.0240 |
2.3% |
0.0138 |
1.3% |
54% |
False |
False |
243,305 |
| 10 |
1.0837 |
1.0428 |
0.0409 |
3.9% |
0.0120 |
1.1% |
32% |
False |
False |
251,981 |
| 20 |
1.0853 |
1.0428 |
0.0425 |
4.0% |
0.0105 |
1.0% |
30% |
False |
False |
130,524 |
| 40 |
1.0939 |
1.0426 |
0.0513 |
4.9% |
0.0102 |
1.0% |
26% |
False |
False |
66,057 |
| 60 |
1.1275 |
1.0426 |
0.0850 |
8.0% |
0.0093 |
0.9% |
16% |
False |
False |
44,291 |
| 80 |
1.1390 |
1.0426 |
0.0965 |
9.1% |
0.0097 |
0.9% |
14% |
False |
False |
33,485 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.8% |
0.0088 |
0.8% |
12% |
False |
False |
26,821 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.8% |
0.0080 |
0.8% |
12% |
False |
False |
22,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1120 |
|
2.618 |
1.0931 |
|
1.618 |
1.0815 |
|
1.000 |
1.0743 |
|
0.618 |
1.0699 |
|
HIGH |
1.0627 |
|
0.618 |
1.0583 |
|
0.500 |
1.0569 |
|
0.382 |
1.0555 |
|
LOW |
1.0511 |
|
0.618 |
1.0439 |
|
1.000 |
1.0395 |
|
1.618 |
1.0323 |
|
2.618 |
1.0207 |
|
4.250 |
1.0018 |
|
|
| Fisher Pivots for day following 17-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0569 |
1.0554 |
| PP |
1.0565 |
1.0551 |
| S1 |
1.0561 |
1.0548 |
|